Trung-Tu Nguyen

Capital Fund Management

23 rue de l'Université

Paris, 75007

France

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 16,996

SSRN RANKINGS

Top 16,996

in Total Papers Downloads

4,250

SSRN CITATIONS

2

CROSSREF CITATIONS

8

Scholarly Papers (2)

1.

Tail Protection for Long Investors: Trend Convexity at Work

Number of pages: 26 Posted: 09 May 2016 Last Revised: 07 Jul 2016
Millennium Capital Management, France branch, Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management and Capital Fund ManagementCapital Fund Management
Downloads 2,919 (6,182)
Citation 4

Abstract:

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Trend Following, Convexity, Volatility, Option Hedging, Variance Swap, CTA, Risk Parity, Tail Risk, Protection

2.

Risk Premia: Asymmetric Tail Risks and Excess Returns

Number of pages: 25 Posted: 30 Sep 2014
Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund ManagementCapital Fund Management and Capital Fund Management
Downloads 1,331 (21,257)
Citation 7

Abstract:

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Risk Premium, skewness, equity, carry trade